MatLogica | AADC Solutions for Risk Management

AADC Solutions for Risk Management

Accelerate Your Risk Calculations 50-150x

AADC accelerates your existing risk models—XVA, VaR, stress testing, and scenario analysis—delivering 50-150x speedups with automatic derivatives. Transform hours-long calculations into minutes, enabling real-time risk management and comprehensive analysis.

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Accelerate Your Risk Calculations 50-150x

AADC accelerates your existing risk models—XVA, VaR, stress testing, and scenario analysis. We don't provide risk methodologies; we make your calculations 50-150x faster with automatic derivatives, enabling real-time risk management and comprehensive analysis that wasn't practical before.

Works with your existing risk framework, models, and calculations

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50-150x Faster

Hours become minutes. Run comprehensive analysis in the time you have.

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Automatic Derivatives

Complete sensitivities with adjoint factor <1. Faster with derivatives than without.

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Real-Time Possible

Incremental calculations, intraday updates, comprehensive scenarios now practical.

From Hours to Minutes

Current Constraints

  • XVA calculations taking hours
  • VaR computed overnight only
  • Limited scenarios due to runtime
  • Incremental calculations too expensive
  • Sensitivities computed by bumping
  • Can't afford comprehensive analysis

With AADC Acceleration

  • XVA updates in minutes for new trades
  • Intraday VaR updates practical
  • 10-100x more stress scenarios
  • Real-time incremental calculations
  • All sensitivities automatically computed
  • Comprehensive analysis becomes standard

Key Insight: AADC accelerates your risk models—whatever framework, methodology, or approach you use. Keep your existing models, get 50-150x speedup and automatic derivatives.

What AADC Accelerates

AADC accelerates any repetitive numerical calculation. Here are the most common risk management applications:

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XVA Calculations

Accelerates: Your CVA, DVA, FVA, MVA calculations with Monte Carlo or other methods

What Becomes Possible:
  • Real-time XVA updates for trading decisions
  • Incremental XVA practical for new trades
  • Complete sensitivities to all risk factors
  • Intraday adjustments as market moves

Performance: 50-150x speedup typical

Intel + MatLogica Benchmark - 1770x faster XVA
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VaR & Expected Exposure

Accelerates: Your VaR models (Historical, Monte Carlo) and counterparty exposure calculations

What Becomes Possible:
  • Intraday VaR updates for active management
  • 1000s of scenarios efficiently processed
  • Sensitivity-based VaR using automatic Greeks
  • Complex portfolios analyzed completely

Performance: 20-100x speedup typical

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Stress Testing

Accelerates: Your stress testing framework and scenario analysis calculations

What Becomes Possible:
  • 10-100x more scenarios in same timeframe
  • Comprehensive tail risk coverage
  • Real-time what-if analysis
  • Historical scenario replay at scale

Performance: 10-100x more scenarios

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Model Validation & Testing

Accelerates: Your model validation calculations, enabling faster testing cycles and simpler development

What Becomes Possible:
  • Develop validation models in Python with production-grade performance
  • Minutes instead of 24 hours for what-if scenarios
  • Monte Carlo validation practical with comprehensive scenarios
  • Greeks guaranteed correct via AAD (no finite difference errors)

Key Benefit: Fast + accurate validation

Works with Your Existing Models

AADC accelerates any repetitive numerical calculation in quantitative finance. Whether you're using proprietary models, vendor solutions, or open-source libraries—if your calculations are repetitive and performance-critical, AADC can accelerate them 6-1000x with automatic derivatives.

Business Impact for Risk Management

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Better Risk Decisions

Real-time updates enable active risk management. See risk impact before committing to trades.

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Comprehensive Analysis

Run 10-100x more scenarios. Better understanding of tail risks and stress behavior.

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Complete Sensitivities

Automatic AAD provides all risk factors. No numerical errors, no compromises.

How a major European Bank revolutionized their front-office risk management using MatLogica AADC

Business Impact
  • New revenue from complex products
  • 50% grid cost savings
  • Faster time-to-market
Technical Findings
  • 10-20x risk speedup on single core
  • ~70% less code
  • Overnight batch from 8h to 2h
Case studies demonstrating value across applications

How AADC Accelerates Risk Calculations

1

Record Once

Run your risk calculation once with AADC. It records the computational graph.

2

Compile Automatically

AADC's JIT compiler generates optimized machine code with automatic derivatives.

3

Execute Thousands

Run 50-150x faster with complete sensitivities. Execute thousands of times daily.

Result: Your risk models run 50-150x faster with automatic derivatives (adjoint factor <1)

How AADC Works

Choose Your Implementation Path

AADC works with your existing risk infrastructure—accelerate what you have or build something new

Optimize Cloud Costs?

50-99% cloud infrastructure savings through 6-1000x efficiency gains. Hybrid architecture keeps models secure.

  • Record on-premises (models stay)
  • Execute in cloud (kernels go)
  • Immediate cost reduction
Cloud Native Execution

Have Legacy Code?

Accelerate existing risk systems without risky rewrites. 50-150x speedup with <1% code changes.

  • No rewrite needed
  • Preserve institutional knowledge
  • Incremental integration
Enable True Live Risk with Sub-Second Updates

Not sure which path is right for you?

Take Our Implementation Quiz

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Quant Technology

Developer productivity, cloud optimization, and technology infrastructure solutions

See How AADC Accelerates Your Risk Models

Learn how AADC works, or schedule a personalized demo with your specific risk calculations

How AADC Works
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